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Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - 2019
Persistent link: https://www.econbiz.de/10012205777
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Representative sampling equilibrium
Danenberg, Tuval; Spiegler, Ran - 2023
Persistent link: https://www.econbiz.de/10014325045
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Nonparametric mixed frequency monitoring macro-at-risk
Marcellino, Massimiliano; Pfarrhofer, Michael - 2025
Persistent link: https://www.econbiz.de/10015434736
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020
Persistent link: https://www.econbiz.de/10012314239
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Heterogeneity and aggregate fluctuations
Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021
Persistent link: https://www.econbiz.de/10012515882
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Differentiable state-space models and Hamiltonian Monte Carlo estimation
Childers, David; Fernández-Villaverde, Jesús; Perla, Jesse - 2022
Persistent link: https://www.econbiz.de/10013390700
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Designing stress scenarios
Parlatore, Cecilia; Philippon, Thomas - 2022
Persistent link: https://www.econbiz.de/10013166854
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FCI-star
Caballero, Ricardo J.; Caravello, Tomás; Simsek, Alp - 2025
Persistent link: https://www.econbiz.de/10015419371
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A two sample size estimator for large data sets
O'Connell, Martin; Smith, Howard; Thomassen, Oyvind - 2023
Persistent link: https://www.econbiz.de/10013557376
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Hedge fund performance : are stylized facts sensitive to which database one uses?
Joenväärä, Juha; Kaupila, Mikko; Kosowski, Robert L.; … - 2019 - This Version: 31 March 2019
Persistent link: https://www.econbiz.de/10012128756